Strategy Tester Report
PipMakerV5aNeo

SymbolUSDJPY (US Dollar vs Japanise Yen)
Period1 Minute (M1) 2006.01.02 00:12 - 2006.12.29 22:59 (2006.01.01 - 2006.12.31)
ModelEvery tick (based on all available least timeframes with fractal interpolation of every tick)
ParametersLotSize=1; LotIncrement=1; Multiplier=0; ProfitTarget=50; OpenOnTick=0; Spacing=2; TrendSpacing=1; CounterTrendMultiplier=2; CloseDelay=91; TrendTimeFrame=1; TrendPeriods=1200; CeaseTrading=false; RightSideLabel=true;
Bars in test364150Ticks modelled1819223Modelling quality24.85%
Initial deposit10000.00
Total net profit-6174.54Gross profit30036.85Gross loss-36211.40
Profit factor0.83Expected payoff-46.78
Absolute drawdown6174.54Maximal drawdown14503.42 (79.13%)Relative drawdown79.13% (14503.42)
Total trades132Short positions (won %)107 (91.59%)Long positions (won %)25 (68.00%)
Profit trades (% of total)115 (87.12%)Loss trades (% of total)17 (12.88%)
Largestprofit trade2762.24loss trade-6421.98
Averageprofit trade261.19loss trade-2130.08
Maximumconsecutive wins (profit in money)20 (2210.50)consecutive losses (loss in money)4 (-15517.57)
Maximalconsecutive profit (count of wins)6548.48 (3)consecutive loss (count of losses)-15517.57 (4)
Averageconsecutive wins8consecutive losses1
Graph
#TimeTypeOrderLotsPriceS / LT / PProfitBalance
12006.01.02 00:02buy12.00117.930.000.00
22006.01.02 00:04buy22.00117.940.000.00
32006.01.02 00:14buy33.00117.960.000.00
42006.01.02 00:34close12.00117.960.000.0050.8610050.86
52006.01.02 00:34close22.00117.960.000.0033.9110084.77
62006.01.02 00:35close33.00117.970.000.0025.4310110.20
72006.01.02 00:40buy42.00118.000.000.00
82006.01.02 00:41buy53.00117.980.000.00
92006.01.02 00:42buy64.00117.950.000.00
102006.01.02 12:00close64.00117.960.000.0033.9110144.11
112006.01.02 12:00buy74.00117.960.000.00
122006.01.02 12:02close74.00117.970.000.0033.9110178.02
132006.01.02 12:02buy83.00118.010.000.00
142006.01.02 13:05close53.00118.000.000.0050.8510228.87
152006.01.02 13:05buy93.00118.030.000.00
162006.01.02 13:05close42.00118.040.000.0067.7710296.64
172006.01.02 13:05close93.00118.040.000.0025.4210322.06
182006.01.02 13:05close83.00118.040.000.0076.2510398.31
192006.01.02 13:06buy102.00118.080.000.00
202006.01.02 13:07buy112.00118.100.000.00
212006.01.02 13:08buy124.00118.050.000.00
222006.01.02 15:22sell132.00117.830.000.00
232006.01.02 15:23sell142.00117.820.000.00
242006.01.02 15:56sell153.00117.800.000.00
252006.01.03 02:57close112.00117.610.000.00-807.629590.69
262006.01.03 02:57close153.00117.650.000.00338.999929.68
272006.01.03 02:57close142.00117.650.000.00259.9910189.67
282006.01.03 02:57close132.00117.650.000.00276.9910466.66
292006.01.03 02:57sell162.00117.640.000.00
302006.01.03 02:58sell172.00117.630.000.00
312006.01.03 02:59sell183.00117.600.000.00
322006.01.03 03:07close102.00117.360.000.00-1201.359265.31
332006.01.03 03:07close183.00117.400.000.00511.079776.38
342006.01.03 03:07close172.00117.400.000.00391.8210168.20
352006.01.03 03:07close162.00117.400.000.00408.8610577.06
362006.01.03 03:07sell192.00117.320.000.00
372006.01.03 03:08sell202.00117.300.000.00
382006.01.03 03:56sell213.00117.280.000.00
392006.01.03 12:31buy223.00117.390.000.00
402006.01.03 20:03close124.00116.170.000.00-6421.984155.08
412006.01.03 20:03close213.00116.210.000.002762.246917.32
422006.01.03 20:03close202.00116.210.000.001875.918793.23
432006.01.03 20:03close192.00116.210.000.001910.3310703.56
442006.01.03 20:03sell232.00116.190.000.00
452006.01.03 20:04sell243.00116.210.000.00
462006.01.04 00:55sell253.00115.850.000.00
472006.01.06 14:49close223.00115.080.000.00-5829.574873.98
482006.01.06 14:49close253.00115.120.000.001728.356602.34
492006.01.06 14:49close243.00115.120.000.002623.009225.33
502006.01.06 14:49close232.00115.120.000.001713.9210939.26
512006.01.06 14:49sell262.00115.110.000.00
522006.01.06 14:50sell273.00115.130.000.00
532006.01.06 14:50close273.00115.100.000.0078.1911017.45
542006.01.06 14:50close262.00115.080.000.0052.1411069.59
552006.01.06 14:51sell282.00115.110.000.00
562006.01.06 14:51close282.00115.090.000.0034.7611104.35
572006.01.06 14:52sell292.00115.070.000.00
582006.01.06 14:52close292.00115.040.000.0052.1611156.51
592006.01.06 14:53sell302.00114.830.000.00
602006.01.06 14:54sell313.00114.970.000.00
612006.01.06 14:55sell324.00114.990.000.00
622006.01.06 14:55close302.00114.930.000.00-174.0210982.49
632006.01.06 14:55close324.00114.930.000.00208.8211191.31
642006.01.06 14:55close313.00114.930.000.00104.4111295.72
652006.01.06 14:56sell332.00114.910.000.00
662006.01.06 14:57sell343.00114.930.000.00
672006.01.06 14:57close343.00114.920.000.0026.1111321.83
682006.01.06 14:57close332.00114.890.000.0034.8211356.65
692006.01.06 14:58sell352.00114.890.000.00
702006.01.06 14:58close352.00114.870.000.0034.8211391.47
712006.01.06 14:59sell362.00114.850.000.00
722006.01.06 15:00sell373.00114.900.000.00
732006.01.06 15:00close373.00114.870.000.0078.3511469.82
742006.01.06 15:01sell382.00114.820.000.00
752006.01.06 15:02sell394.00114.880.000.00
762006.01.06 15:05close394.00114.830.000.00174.1711643.99
772006.01.06 15:06sell404.00114.890.000.00
782006.01.06 15:10close404.00114.840.000.00174.1611818.15
792006.01.06 15:11sell414.00114.890.000.00
802006.01.06 15:11close414.00114.830.000.00209.0012027.15
812006.01.06 15:12close362.00114.830.000.0034.8312061.98
822006.01.06 15:12sell422.00114.800.000.00
832006.01.06 15:12close382.00114.790.000.0052.2712114.25
842006.01.06 15:12close422.00114.770.000.0052.2812166.53
852006.01.06 15:13sell432.00114.650.000.00
862006.01.06 15:13close432.00114.630.000.0034.8912201.42
872006.01.06 15:14sell442.00114.630.000.00
882006.01.06 15:15sell453.00114.650.000.00
892006.01.06 15:16sell464.00114.670.000.00
902006.01.06 15:17close464.00114.640.000.00104.6812306.10
912006.01.06 15:17sell473.00114.610.000.00
922006.01.06 15:17close453.00114.600.000.00130.8912436.99
932006.01.06 15:18sell484.00114.650.000.00
942006.01.06 15:18close484.00114.590.000.00209.4412646.43
952006.01.06 15:18close442.00114.610.000.0034.9012681.33
962006.01.06 15:18close473.00114.600.000.0026.1812707.51
972006.01.06 15:19sell492.00114.560.000.00
982006.01.06 15:20sell503.00114.650.000.00
992006.01.06 15:20close503.00114.590.000.00157.0812864.59
1002006.01.06 15:21sell513.00114.620.000.00
1012006.01.06 15:22sell524.00114.650.000.00
1022006.01.06 16:01close492.00114.610.000.00-87.2512777.34
1032006.01.06 16:01close524.00114.610.000.00139.6012916.94
1042006.01.06 16:01close513.00114.610.000.0026.1812943.12
1052006.01.06 16:01sell532.00114.580.000.00
1062006.01.06 16:02sell543.00114.620.000.00
1072006.01.06 16:03sell554.00114.640.000.00
1082006.01.06 16:05close554.00114.600.000.00139.6213082.74
1092006.01.06 16:05sell563.00114.570.000.00
1102006.01.06 16:05close543.00114.590.000.0078.5413161.28
1112006.01.06 16:06sell574.00114.620.000.00
1122006.01.06 16:13close574.00114.560.000.00209.5013370.78
1132006.01.06 16:13sell583.00114.540.000.00
1142006.01.06 16:14close532.00114.560.000.0034.9213405.70
1152006.01.06 16:14close563.00114.560.000.0026.1913431.89
1162006.01.06 16:14sell592.00114.510.000.00
1172006.01.06 16:15sell604.00114.570.000.00
1182006.01.06 16:16close592.00114.540.000.00-52.3813379.51
1192006.01.06 16:16close604.00114.540.000.00104.7713484.28
1202006.01.06 16:16sell612.00114.510.000.00
1212006.01.06 16:16close583.00114.500.000.00104.8013589.08
1222006.01.06 16:16close612.00114.450.000.00104.8513693.93
1232006.01.06 16:17sell622.00114.480.000.00
1242006.01.06 16:18sell632.00114.470.000.00
1252006.01.06 16:19sell644.00114.500.000.00
1262006.01.06 16:19close644.00114.480.000.0069.8813763.81
1272006.01.06 16:19close622.00114.450.000.0052.4213816.23
1282006.01.06 16:19close632.00114.400.000.00122.3813938.61
1292006.01.06 16:20sell652.00114.450.000.00
1302006.01.06 16:20close652.00114.420.000.0052.4413991.05
1312006.01.06 16:21sell662.00114.340.000.00
1322006.01.06 16:22sell673.00114.360.000.00
1332006.01.06 16:23sell684.00114.430.000.00
1342006.01.06 17:57close684.00114.380.000.00174.8614165.91
1352006.01.06 17:57sell693.00114.330.000.00
1362006.01.06 17:58sell705.00114.390.000.00
1372006.01.06 18:06close705.00114.360.000.00131.1614297.07
1382006.01.06 18:07sell715.00114.390.000.00
1392006.01.06 18:10close715.00114.360.000.00131.1614428.23
1402006.01.06 18:10sell724.00114.310.000.00
1412006.01.06 18:10close673.00114.310.000.00131.2214559.45
1422006.01.06 18:10close662.00114.320.000.0034.9914594.44
1432006.01.06 18:10close693.00114.320.000.0026.2414620.68
1442006.01.06 18:11sell733.00114.330.000.00
1452006.01.06 18:12sell744.00114.360.000.00
1462006.01.06 18:16close744.00114.330.000.00104.9614725.64
1472006.01.06 18:16close733.00114.290.000.00105.0014830.64
1482006.01.06 18:16close724.00114.300.000.0035.0014865.64
1492006.01.06 18:16sell752.00114.240.000.00
1502006.01.06 18:17sell763.00114.330.000.00
1512006.01.06 18:18sell774.00114.360.000.00
1522006.01.06 18:19sell785.00114.390.000.00
1532006.01.06 18:49close785.00114.310.000.00349.9315215.57
1542006.01.06 18:49close752.00114.310.000.00-122.4715093.10
1552006.01.06 18:49close774.00114.310.000.00174.9615268.06
1562006.01.06 18:49close763.00114.310.000.0052.4915320.55
1572006.01.06 18:50sell792.00114.270.000.00
1582006.01.06 18:51sell803.00114.310.000.00
1592006.01.06 18:52sell814.00114.330.000.00
1602006.01.06 18:52close792.00114.300.000.00-52.4915268.06
1612006.01.06 18:52close814.00114.300.000.00104.9915373.05
1622006.01.06 18:52close803.00114.300.000.0026.2515399.30
1632006.01.06 18:53sell822.00114.290.000.00
1642006.01.06 18:54sell833.00114.310.000.00
1652006.01.06 18:55sell844.00114.330.000.00
1662006.01.06 18:55close844.00114.300.000.00104.9915504.29
1672006.01.06 18:56sell853.00114.280.000.00
1682006.01.06 18:57sell864.00114.270.000.00
1692006.01.09 01:16close833.00114.280.000.0035.2515539.53
1702006.01.09 01:16sell875.00114.310.000.00
1712006.01.09 01:19close875.00114.280.000.00131.2615670.79
1722006.01.09 01:20sell884.00114.240.000.00
1732006.01.09 01:20close822.00114.260.000.0023.5115694.30
1742006.01.09 01:20close853.00114.260.000.009.0115703.31
1752006.01.09 01:20close864.00114.240.000.0047.0415750.35
1762006.01.09 01:21sell892.00114.200.000.00
1772006.01.09 01:21close884.00114.190.000.00175.1515925.50
1782006.01.09 01:22sell902.00114.190.000.00
1792006.01.09 01:22close892.00114.180.000.0035.0315960.53
1802006.01.09 01:22close902.00114.180.000.0017.5215978.05
1812006.01.09 01:23sell912.00114.250.000.00
1822006.01.09 01:23close912.00114.220.000.0052.5316030.58
1832006.01.09 01:24sell922.00114.200.000.00
1842006.01.09 01:25sell932.00114.180.000.00
1852006.01.09 01:25close922.00114.180.000.0035.0316065.61
1862006.01.09 01:25close932.00114.150.000.0052.5616118.17
1872006.01.09 01:26sell942.00114.130.000.00
1882006.01.09 01:27sell953.00114.150.000.00
1892006.01.09 01:28sell964.00114.180.000.00
1902006.01.09 01:29sell975.00114.210.000.00
1912006.01.09 01:37close942.00114.170.000.00-70.0716048.10
1922006.01.09 01:37close975.00114.170.000.00175.1816223.28
1932006.01.09 01:37close964.00114.170.000.0035.0416258.32
1942006.01.09 01:38sell983.00114.170.000.00
1952006.01.09 01:39sell994.00114.190.000.00
1962006.01.09 01:40sell1005.00114.220.000.00
1972006.01.09 01:50close1005.00114.180.000.00175.1616433.48
1982006.01.09 01:50close994.00114.150.000.00140.1716573.65
1992006.01.09 01:50sell1013.00114.120.000.00
2002006.01.09 01:50close983.00114.120.000.00131.4416705.09
2012006.01.09 01:51sell1023.00114.110.000.00
2022006.01.09 01:51close953.00114.120.000.0078.8616783.95
2032006.01.09 01:51close1013.00114.090.000.0078.8916862.84
2042006.01.09 01:51close1023.00114.100.000.0026.2916889.13
2052006.01.09 01:52sell1032.00114.090.000.00
2062006.01.09 01:53sell1042.00114.080.000.00
2072006.01.09 01:54sell1053.00114.070.000.00
2082006.01.09 01:55sell1064.00114.040.000.00
2092006.01.09 01:55close1032.00114.060.000.0052.6016941.73
2102006.01.09 01:56sell1074.00114.030.000.00
2112006.01.09 01:56close1042.00114.050.000.0052.6116994.34
2122006.01.09 01:57sell1084.00114.020.000.00
2132006.01.09 01:57close1053.00114.040.000.0078.9217073.26
2142006.01.09 01:57close1064.00114.020.000.0070.1617143.42
2152006.01.09 01:57close1074.00113.980.000.00175.4717318.89
2162006.01.09 01:57close1084.00114.000.000.0070.1817389.07
2172006.01.09 01:58sell1092.00114.010.000.00
2182006.01.09 01:59sell1102.00113.990.000.00
2192006.01.09 01:59close1092.00113.970.000.0070.1917459.26
2202006.01.09 02:00sell1112.00113.950.000.00
2212006.01.09 02:00close1102.00113.940.000.0087.7717547.03
2222006.01.09 02:00close1112.00113.920.000.0052.6717599.70
2232006.01.09 02:01sell1122.00113.780.000.00
2242006.01.09 02:02sell1133.00113.840.000.00
2252006.01.09 02:03sell1144.00113.910.000.00
2262006.01.09 02:04close1144.00113.820.000.00316.2917915.99
2272006.01.09 02:04close1133.00113.810.000.0079.0817995.07
2282006.01.09 02:04sell1153.00113.820.000.00
2292006.01.09 02:05sell1164.00113.860.000.00
2302006.01.09 02:06sell1175.00113.900.000.00
2312006.01.09 05:55close1175.00113.840.000.00263.5318258.60
2322006.01.09 05:56close1122.00113.820.000.00-70.2918188.31
2332006.01.09 05:56close1164.00113.820.000.00140.5718328.88
2342006.01.09 05:56sell1182.00113.790.000.00
2352006.01.09 05:57sell1193.00113.780.000.00
2362006.01.09 05:58sell1204.00113.770.000.00
2372006.01.09 07:45buy1212.00114.250.000.00
2382006.01.09 07:46buy1222.00114.260.000.00
2392006.01.09 08:02buy1234.00114.230.000.00
2402006.01.09 08:04buy1244.00114.270.000.00
2412006.01.09 17:26close1204.00114.570.000.00-2793.0515535.83
2422006.01.09 17:26close1244.00114.530.000.00908.0616443.89
2432006.01.09 17:26close1234.00114.530.000.001047.7617491.65
2442006.01.09 17:26close1222.00114.530.000.00471.4917963.14
2452006.01.09 17:26close1212.00114.530.000.00488.9518452.09
2462006.01.09 17:26buy1252.00114.590.000.00
2472006.01.09 17:27buy1263.00114.560.000.00
2482006.01.09 17:28buy1274.00114.540.000.00
2492006.01.09 17:44buy1284.00114.750.000.00
2502006.01.11 07:01close1193.00114.900.000.00-3011.2815440.80
2512006.01.11 07:01close1284.00114.860.000.00485.6515926.45
2522006.01.11 07:01close1274.00114.860.000.001216.9717143.43
2532006.01.11 07:01close1263.00114.860.000.00860.4918003.92
2542006.01.11 07:01close1252.00114.860.000.00521.4318525.35
2552006.01.11 07:01buy1292.00114.920.000.00
2562006.01.11 07:02buy1303.00114.890.000.00
2572006.01.11 07:03buy1313.00114.940.000.00
2582006.01.11 07:09buy1325.00114.870.000.00
2592006.01.12 10:12close at stop1325.00113.500.000.00-5842.9112682.43
2602006.01.12 10:12close at stop1313.00113.500.000.00-3690.778991.66
2612006.01.12 10:12close at stop1303.00113.500.000.00-3558.615433.04
2622006.01.12 10:12close at stop1292.00113.500.000.00-2425.273007.78
2632006.01.12 10:12close at stop1182.00113.540.000.00295.363303.14
2642006.01.12 10:12close at stop1153.00113.540.000.00522.323825.46